Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49025.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41404.35 Kr¶

PnL: ---------------------------------------> -90.93 Kr¶

DD now: ---------------------------------> -7.708 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:56:47.582893'

Anic Portfolio¶

Today¶

Return: -0.562 %¶

This Week¶

Return: -0.562 %¶

Total portfolio value¶

Return including deposits: 60.498 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.050000 1667.520000 199.980000 13.630000 1467.540000
HEXPOL B 9 0.260000 1031.400000 13.500000 1.330000 1017.900000
JM 6 1.530000 875.400000 13.200000 1.530000 862.200000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Orrön Energy 180 0.220000 2044.800000 7.200000 0.350000 2037.600000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Byggmax Group 33 0.280000 957.000000 2.640000 0.280000 954.360000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
Atrium Ljungberg B 5 0.210000 935.000000 2.000000 0.210000 933.000000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
ASSA ABLOY B 3 -0.040000 776.700000 -0.300000 -0.040000 777.000000
Sagax B 4 -0.050000 851.600000 -0.400000 -0.050000 852.000000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
Catena 2 -0.100000 788.800000 -0.800000 -0.100000 789.600000
EQT 4 -0.190000 828.000000 -1.600000 -0.190000 829.600000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Bilia A 8 -0.980000 890.400000 -7.200000 -0.800000 897.600000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
BHG Group 97 -0.730000 1445.300000 -9.700000 -0.670000 1455.000000
Alimak Group 11 -1.190000 915.200000 -11.000000 -1.190000 926.200000
Nordic Waterproofing Holding 7 -1.160000 953.400000 -11.200000 -1.160000 964.600000
Hexatronic Group 12 -1.940000 945.840000 -18.720000 -1.940000 964.560000
Bufab 3 -2.170000 1082.400000 -24.000000 -2.170000 1106.400000
Latour B 4 -2.900000 830.400000 -24.800000 -2.900000 855.200000
Hexagon B 26 -0.750000 3425.500000 -26.000000 -0.750000 3451.500000
Indutrade 5 -2.260000 1187.000000 -27.500000 -2.260000 1214.500000
Addnode Group B 11 -3.170000 889.350000 -29.150000 -3.170000 918.500000
INVISIO 16 -0.870000 3648.000000 -32.000000 -0.870000 3680.000000
VEF 909 -2.940000 1798.000000 -47.270000 -2.560000 1845.270000
Vitec Software Group B 2 -5.070000 1029.000000 -55.000000 -5.070000 1084.000000
TOTAL 41414.160000 -81.120000 -7.68931% 41495.280000

Updated:¶

'2023-07-03 09:54:54.440999'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶